The Money Angle

futures premium cell

Back in my SIG days, every trader had a cell on their spreadsheet showing the SPUs (the name for SPX…

15 hours ago

stock-bond correlation

Return Stacked’s RSSB gives you a dollar of global equities and a dollar of Treasuries on the same dollar of…

1 week ago

collar shopping

At the end of July, Dean Curnutt tweeted: The thread should sound familiar. Weeks earlier, Dean tweeted about SNDK vols presenting…

2 weeks ago

the sound of inevitability

The market is 12-15. 12 bid. 15 offer. The broker sizes up the offer. “How many you got there? How…

3 weeks ago

hedging is for gardeners

Let’s start with this YouTube/Podcast episode where Erik and I discuss hedging. Delta Hedging Cost Benefit Analysis | The Options Trench…

4 weeks ago

become an option mixologist

To piggyback off David Epstein’s explanation of chunking, I’ve discussed the technique several times in my writing in the context…

1 month ago

How I Teach Middle Schoolers To Build Stock Portfolios

If you construct a portfolio from 2 stocks and one is $100 and the other is $10, buying a share…

1 month ago

investing orbits

Here’s a summer reading book rec for investors: My wife and I are both reading this. It’s laugh-out-loud funny. Gary…

1 month ago

Delta-hedged risk reversals

We recently added multi-leg support to our Attribution Visualizer, our tool for allowing you to track an option contract’s p/l…

2 months ago

VIX and buy signals

Here’s Victor Haghani: A high VIX1 is widely considered to be one of the cleaner buy signals out there. A…

2 months ago